javier/investbrain
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

workaround for missing close value in market history data

Browse Source
This commit is contained in:
hackerESQ
2024-09-22 22:20:47 -05:00
parent dc1042e736
commit d0fbf44fa0
1 changed files with 31 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
app/Models/Portfolio.php
+31 -14
View File
@@ -3,6 +3,7 @@
namespace App\Models;
use Illuminate\Support\Arr;
use Illuminate\Support\Carbon;
use Illuminate\Support\Facades\DB;
use Illuminate\Database\Eloquent\Model;
use App\Interfaces\MarketData\MarketDataInterface;
@@ -110,41 +111,40 @@ class Portfolio extends Model
$holding->setRelation('dividends', $dividends->where('symbol', $holding->symbol));
$all_history = app(MarketDataInterface::class)->history($holding->symbol, $holding->first_transaction_date, now());
$daily_performance = $holding->dailyPerformance($holding->first_transaction_date, now());
$dividends = $holding->dividends->keyBy(function ($dividend, $key) {
return $dividend['date']->format('Y-m-d');
});
return $dividend['date']->format('Y-m-d');
});
$all_history = app(MarketDataInterface::class)->history($holding->symbol, $holding->first_transaction_date, now());
$dividends_earned = 0;
$daily = [];
$all_history->sortBy('date')->each(function ($history, $date) use ($daily_performance, $dividends, &$daily, &$dividends_earned) {
$daily_performance->each(function ($performance, $date) use ($all_history, $dividends, &$daily, &$dividends_earned) {
$close = Arr::get($history, 'close', 0);
$total_market_value = $daily_performance->get($date)->owned * $close;
$dividends_earned += $daily_performance->get($date)->owned * ($dividends->get($date)?->dividend_amount ?? 0);
$close = $this->getMostRecentCloseData($all_history, $date);
$total_market_value = $performance->owned * $close;
$dividends_earned += $performance->owned * ($dividends->get($date)?->dividend_amount ?? 0);
$daily[$date] = [
'date' => $date,
'portfolio_id' => $this->id,
'total_market_value' => $total_market_value,
'total_cost_basis' => $daily_performance->get($date)->cost_basis,
'total_gain' => $total_market_value - $daily_performance->get($date)->cost_basis,
'realized_gains' => $daily_performance->get($date)->realized_gains,
'total_cost_basis' => $performance->cost_basis,
'total_gain' => $total_market_value - $performance->cost_basis,
'realized_gains' => $performance->realized_gains,
'total_dividends_earned' => $dividends_earned
];
});
foreach ($daily as $date => $performance) {
if (!isset($total_performance[$date])) {
if (Arr::get($total_performance, $date) == null) {
$total_performance[$date] = $performance;
} else {
$total_performance[$date]['total_market_value'] += $performance['total_market_value'];
$total_performance[$date]['total_cost_basis'] += $performance['total_cost_basis'];
$total_performance[$date]['total_gain'] += $performance['total_gain'];
@@ -162,4 +162,21 @@ class Portfolio extends Model
});
}
}
protected function getMostRecentCloseData($history, $date, $i = 0, $max_attempts = 5)
{
$close = Arr::get($history, "$date.close", 0);
if (!$close && $i < $max_attempts) {
$i++;
$date = Carbon::parse($date)->subDay()->format('Y-m-d');
return $this->getMostRecentCloseData($history, $date, $i);
}
return $close;
}
}